Package: qrmdata
Version: 2019-12-03-1
Encoding: UTF-8
Title: Data Sets for Quantitative Risk Management Practice
Description: Various data sets (stocks, stock indices, constituent data, FX,
 zero-coupon bond yield curves, volatility, commodities) for Quantitative
 Risk Management practice.
Authors@R: c(person(given = "Marius", family = "Hofert", role = c("aut", "cre"),
                    email = "marius.hofert@uwaterloo.ca"),
             person(given = "Kurt", family = "Hornik", role = "aut",
                    email = "Kurt.Hornik@R-project.org"),
             person(given = "Alexander J.", family = "McNeil", role = "aut",
                    email = "alexander.mcneil@york.ac.uk"))
Author: Marius Hofert [aut, cre],
  Kurt Hornik [aut],
  Alexander J. McNeil [aut]
Maintainer: Marius Hofert <marius.hofert@uwaterloo.ca>
Depends: R (>= 3.5.0)
Imports: xts
Suggests: knitr, qrmtools, lattice
Enhances:
License: GPL-2 | GPL-3
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2019-12-06 11:30:06 UTC
Repository/R-Forge/Project: qrmdata
Repository/R-Forge/Revision: 38
Repository/R-Forge/DateTimeStamp: 2019-12-03 21:32:17
Packaged: 2019-12-03 21:50:10 UTC; rforge
Built: R 4.1.0; ; 2020-08-03 07:21:50 UTC; windows
